详细信息
New Constraint Qualifications and Optimality Conditions for Second Order Cone Programs ( SCI-EXPANDED收录 EI收录)
文献类型:期刊文献
英文题名:New Constraint Qualifications and Optimality Conditions for Second Order Cone Programs
作者:Zhang, Yi[1];Zhang, Liwei[2]
机构:[1]East China Univ Sci & Technol, Sch Sci, Dept Math, Shanghai 200237, Peoples R China;[2]Dalian Univ Technol, Inst ORCT, Sch Math Sci, Dalian 116024, Peoples R China
年份:2019
卷号:27
期号:3
起止页码:693
外文期刊名:SET-VALUED AND VARIATIONAL ANALYSIS
收录:;EI(收录号:20220811691487);WOS:【SCI-EXPANDED(收录号:WOS:000479257600005)】;
基金:This work was supported by the National Natural Science Foundation of China under projects No. 11401210, No. 11671183, No. 11571059 and No. 11731013.
语种:英文
外文关键词:Nonlinear second order cone programming; Relaxed constant rank constraint qualification; Constant rank of the subspace component condition; First order necessary conditions; Second order necessary conditions
摘要:We introduce three new constraint qualifications for nonlinear second order cone programming problems that we call constant rank constraint qualification, relaxed constant rank constraint qualification and constant rank of the subspace component condition. Our development is inspired by the corresponding constraint qualifications for nonlinear programming problems. We provide proofs and examples that show the relations of the three new constraint qualifications with other known constraint qualifications. In particular, the new constraint qualifications neither imply nor are implied by Robinson's constraint qualification, but they are stronger than Abadie's constraint qualification. First order necessary optimality conditions are shown to hold under the three new constraint qualifications, whereas the second order necessary conditions hold for two of them, the constant rank constraint qualification and the relaxed constant rank constraint qualification.
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